Fallahgoul, Hasan A.: search on Z-Library

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1

Fractional Calculus and Fractional Processes with Applications to Financial Economics || Fractional calculus and fractional processes: an overview

Fallahgoul, Hasan A.

Year:

2017

Language:

english

File:

PDF, 320 KB

english, 2017

2

Quanto Option Pricing with Lévy Models

Fallahgoul, Hasan A., Kim, Young S., Fabozzi, Frank J., Park, Jiho

Journal:

Computational Economics

Year:

2018

Language:

english

File:

PDF, 822 KB

english, 2018

3

Fractional Calculus and Fractional Processes with Applications to Financial Economics || Fractional Calculus

Fallahgoul, Hasan A.

Year:

2017

Language:

english

File:

PDF, 1.20 MB

english, 2017

4

Fractional Calculus and Fractional Processes with Applications to Financial Economics || Fractional Brownian Motion

Fallahgoul, Hasan A.

Year:

2017

Language:

english

File:

PDF, 1.09 MB

english, 2017

5

Fractional Calculus and Fractional Processes with Applications to Financial Economics || Fractional Partial Differential Equation and Option Pricing

Fallahgoul, Hasan A.

Year:

2017

Language:

english

File:

PDF, 1.14 MB

english, 2017

6

Fractional Calculus and Fractional Processes with Applications to Financial Economics || Fractional Diffusion and Heavy Tail Distributions: Stable Distribution

Fallahgoul, Hasan A.

Year:

2017

Language:

english

File:

PDF, 416 KB

english, 2017

7

Time Changes, Lévy Jumps and Asset Returns

Fallahgoul, Hasan A, Hugonnier, Julien, Mancini, Loriano

Journal:

SSRN Electronic Journal

Year:

2019

File:

PDF, 1.02 MB

2019

8

Fractional Calculus and Fractional Processes with Applications to Financial Economics || Fractional Diffusion and Heavy Tail Distributions: Geo-Stable Distribution

Fallahgoul, Hasan A.

Year:

2017

Language:

english

File:

PDF, 448 KB

english, 2017

9

Fractional Calculus and Fractional Processes with Applications to Financial Economics || Continuous-Time Random Walk and Fractional Calculus

Fallahgoul, Hasan A.

Year:

2017

Language:

english

File:

PDF, 402 KB

english, 2017

10

Quantile-Based Inference for Tempered Stable Distributions

Fallahgoul, Hasan A., Veredas, David, Fabozzi, Frank J.

Journal:

Computational Economics

Year:

2017

Language:

english

File:

PDF, 628 KB

english, 2017

11

Model Risk and Disappointment Aversion

Fallahgoul, Hasan A, Mancini, Loriano, Stoyanov, Stoyan Veselinov

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 615 KB

english, 2018

12

Fractional Calculus and Fractional Processes with Applications to Financial Economics || Applications of Fractional Processes

Fallahgoul, Hasan A.

Year:

2017

Language:

english

File:

PDF, 287 KB

english, 2017

13

Modelling tail risk with tempered stable distributions: an overview

Fallahgoul, Hasan, Loeper, Gregoire

Journal:

Annals of Operations Research

Year:

2019

Language:

english

File:

PDF, 914 KB

english, 2019

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